Occupation densities of stratonovitch stochastic differential equations with boundary conditions
DOI10.1080/17442509308833864zbMath0796.60060OpenAlexW1984001989MaRDI QIDQ4286669
Publication date: 20 September 1994
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509308833864
moduli of continuitysemimartingale theoryoccupation densityanticipative stochastic calculusStratonovich equation with boundary condition
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Local time and additive functionals (60J55)
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